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Some experiments on solving multistage stochastic mixed 0-1 programs with time stochastic dominance constraints
Escudero, Laureano F.; Garín, María Araceli; Merino, … - 2015
Persistent link: https://www.econbiz.de/10010506751
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On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: Computational Management Science : CMS 6 (2009) 3, pp. 307-327
Persistent link: https://www.econbiz.de/10003862187
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On time stochastic dominance induced by mixed integer-linear recourse in multistage stochastic programs
Escudero, Laureano F.; Garín, María Araceli; Merino, … - In: European journal of operational research : EJOR 249 (2016) 1, pp. 164-176
Persistent link: https://www.econbiz.de/10011435773
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Scenario cluster Lagrangean decomposition for risk averse in multistage stochastic optimization
Escudero, Laureano F.; Garín, María Araceli; Unzueta … - In: Computers & operations research : and their … 85 (2017), pp. 154-171
Persistent link: https://www.econbiz.de/10011713905
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Some matheuristic algorithms for multistage stochastic optimization models with endogenous uncertainty and risk management
Escudero, Laureano F.; Garín, María Araceli; Monge, … - In: European journal of operational research : EJOR 285 (2020) 3, pp. 988-1001
Persistent link: https://www.econbiz.de/10012239827
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Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel; Ferreira, Eva; Orbe-Mandaluniz, Susan - 2017
Persistent link: https://www.econbiz.de/10011750315
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Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel; Ferreira, Eva; Orbe-Mandaluniz, Susan - In: Journal of financial econometrics 19 (2021) 4, pp. 707-745
Persistent link: https://www.econbiz.de/10012654990